+17.8%
WBD vs FICO
+77.6%
-59.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +163.0% | -25.9% | +188.8% | +144.8% |
| 7D | +163.0% | -25.9% | +188.8% | +144.8% |
| 30D | +163.0% | -25.9% | +188.8% | +144.8% |
| 3M | +163.0% | -25.9% | +188.8% | +144.8% |
| 6M | +163.0% | -25.9% | +188.8% | +144.8% |
| YTD | +163.0% | -25.9% | +188.8% | +144.8% |
| 1Y | +163.0% | -25.9% | +188.8% | +144.8% |
| 3Y | +206.7% | -20.0% | +226.8% | +176.2% |
| All | +17.8% | +77.6% | -59.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling